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REPORTS > AUTHORS > KANIKA PASRICHA:
All reports by Author Kanika Pasricha:

TR14-013 | 30th January 2014
Mark Braverman, Kanika Pasricha

The computational hardness of pricing compound options

It is generally assumed that you can make a financial asset out of any underlying event or combination thereof, and then sell a security. We show that while this is theoretically true from the financial engineering perspective, compound securities might be intractable to price. Even given no information asymmetries, or ... more >>>




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